@JungleSven

Trading System Components

Jul 27, 2024 · 3 min read · In the last article, I discussed best practices for developing trading software, such as using events, data storage, or separate configurations. This time, let's delve into the strategic part, specifically how to organize it effectively from an archi...

Simple Yet Effective Architecture Patterns for Algorithmic Trading

Jul 17, 2024 · 3 min read · In this thread, I'll show you how to develop trading software that is easy to maintain and update, while making it simple to collect statistics and track bugs. 1/ Events-Driven Architecture At the core of this architecture are EVENTS. Every significa...

Using Standard Deviation for Signals and Spreads

Sep 14, 2023 · 1 min read · I'll show you how to use standard deviation to attempt to predict price reversals. As a bonus, we'll measure volatility ranges to place orders at optimal distances from the mean price. Signals We'll try to predict price reversals from peak values to...

Classification of Market Regimes Using Standard Deviation

Sep 4, 2023 · 2 min read · Understanding what's currently happening in the market is crucial to make informed decisions. The concept of market regimes helps us gain insight into this. In broad terms, the market can be bullish, bearish, or range-bound. Professionals identify ov...

Calculate price stationarity for dYdX exchange.

Aug 22, 2023 · 2 min read · Stationarity helps us to understand what strategies suit a market statistically. Stationarity shows how often prices revert to mean value. If stationarity is high, we can trade mean-revert strategies. If it is low - trending systems work better. I wi...